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Vanguard Windsor II Fund Admiral Shares (VWNAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS9220183043
CUSIP922018304
IssuerVanguard
Inception DateMay 14, 2001
RegionNorth America (U.S.)
CategoryLarge Cap Value Equities
Min. Investment$50,000
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

VWNAX has an expense ratio of 0.26%, which is considered low compared to other funds.


Expense ratio chart for VWNAX: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: VWNAX vs. VINIX, VWNAX vs. VOO, VWNAX vs. FIDKX, VWNAX vs. VTV, VWNAX vs. FNSBX, VWNAX vs. SPY, VWNAX vs. FLPKX, VWNAX vs. ES, VWNAX vs. VMVAX, VWNAX vs. VTHRX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Windsor II Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.48%
14.37%
VWNAX (Vanguard Windsor II Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Windsor II Fund Admiral Shares had a return of 18.31% year-to-date (YTD) and 30.84% in the last 12 months. Over the past 10 years, Vanguard Windsor II Fund Admiral Shares had an annualized return of 10.95%, which was very close to the S&P 500 benchmark's annualized return of 11.37%.


PeriodReturnBenchmark
Year-To-Date18.31%25.23%
1 month3.22%3.86%
6 months8.78%14.56%
1 year30.84%36.29%
5 years (annualized)13.68%14.10%
10 years (annualized)10.95%11.37%

Monthly Returns

The table below presents the monthly returns of VWNAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.95%3.75%3.97%-3.61%3.42%1.35%3.00%1.57%0.51%-1.33%18.31%
20236.67%-3.16%1.32%1.56%-1.38%5.79%4.03%-2.55%-3.62%-2.08%8.32%5.38%21.10%
2022-2.83%-2.26%1.31%-6.89%1.91%-9.22%8.16%-3.63%-9.34%9.87%6.22%-5.02%-13.18%
2021-0.25%6.32%4.96%4.66%1.92%0.23%1.50%1.99%-3.52%6.00%-2.50%4.97%28.95%
2020-1.53%-8.61%-16.27%12.82%4.21%1.69%5.25%5.69%-3.08%-0.64%13.32%4.70%14.49%
20198.03%2.93%0.68%4.43%-7.20%7.19%1.47%-2.92%3.10%2.47%3.77%2.85%29.16%
20185.18%-5.01%-2.83%0.98%0.82%0.44%4.53%1.74%0.60%-6.03%1.19%-9.46%-8.57%
20171.12%3.33%0.31%0.35%0.40%2.10%0.32%-1.08%3.13%1.13%2.63%2.09%16.92%
2016-5.23%-0.98%6.79%2.62%1.16%-0.86%3.48%1.26%-0.65%-1.44%5.52%1.65%13.51%
2015-3.96%5.85%-1.71%1.66%1.35%-1.95%1.00%-6.31%-2.94%7.40%-0.28%-2.36%-3.05%
2014-3.48%4.54%1.99%0.74%1.94%1.86%-2.09%3.62%-1.63%1.46%2.68%-0.42%11.44%
20134.91%0.79%4.35%2.19%3.05%-1.16%4.74%-3.08%2.43%4.30%3.07%1.88%30.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VWNAX is 81, placing it in the top 19% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VWNAX is 8181
Combined Rank
The Sharpe Ratio Rank of VWNAX is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of VWNAX is 7272Sortino Ratio Rank
The Omega Ratio Rank of VWNAX is 7474Omega Ratio Rank
The Calmar Ratio Rank of VWNAX is 9494Calmar Ratio Rank
The Martin Ratio Rank of VWNAX is 8585Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Windsor II Fund Admiral Shares (VWNAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VWNAX
Sharpe ratio
The chart of Sharpe ratio for VWNAX, currently valued at 2.79, compared to the broader market0.002.004.002.79
Sortino ratio
The chart of Sortino ratio for VWNAX, currently valued at 3.77, compared to the broader market0.005.0010.003.77
Omega ratio
The chart of Omega ratio for VWNAX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for VWNAX, currently valued at 4.47, compared to the broader market0.005.0010.0015.0020.0025.004.47
Martin ratio
The chart of Martin ratio for VWNAX, currently valued at 19.10, compared to the broader market0.0020.0040.0060.0080.00100.0019.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.002.004.002.94
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.003.93
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.89, compared to the broader market0.005.0010.0015.0020.0025.003.89
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.19, compared to the broader market0.0020.0040.0060.0080.00100.0019.19

Sharpe Ratio

The current Vanguard Windsor II Fund Admiral Shares Sharpe ratio is 2.79. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Windsor II Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.79
2.94
VWNAX (Vanguard Windsor II Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Windsor II Fund Admiral Shares provided a 1.60% dividend yield over the last twelve months, with an annual payout of $1.43 per share. The fund has been increasing its distributions for 3 consecutive years.


1.50%2.00%2.50%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.43$1.31$1.13$1.03$0.95$1.42$1.49$1.40$1.60$1.48$1.60$1.36

Dividend yield

1.60%1.72%1.70%1.26%1.38%2.20%2.70%2.09%2.57%2.49%2.42%2.08%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Windsor II Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.72$0.00$0.00$0.00$0.00$0.00$0.72
2023$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.71$1.31
2022$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.60$1.13
2021$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.55$1.03
2020$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$0.49$0.95
2019$0.00$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.72$1.42
2018$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.85$1.49
2017$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.73$1.40
2016$0.00$0.00$0.00$0.00$0.00$0.71$0.00$0.00$0.00$0.00$0.00$0.89$1.60
2015$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$0.73$1.48
2014$0.00$0.00$0.00$0.00$0.00$0.83$0.00$0.00$0.00$0.00$0.00$0.77$1.60
2013$0.65$0.00$0.00$0.00$0.00$0.00$0.71$1.36

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VWNAX (Vanguard Windsor II Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Windsor II Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Windsor II Fund Admiral Shares was 57.51%, occurring on Mar 9, 2009. Recovery took 967 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.51%Jul 16, 2007415Mar 9, 2009967Jan 10, 20131382
-37.42%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-34.53%May 22, 2001344Oct 9, 2002321Jan 21, 2004665
-22.7%Jan 5, 2022186Sep 30, 2022301Dec 12, 2023487
-19.73%Sep 24, 201864Dec 24, 2018131Jul 3, 2019195

Volatility

Volatility Chart

The current Vanguard Windsor II Fund Admiral Shares volatility is 3.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.55%
3.93%
VWNAX (Vanguard Windsor II Fund Admiral Shares)
Benchmark (^GSPC)